Annual report pursuant to Section 13 and 15(d)

SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES - Schedule of Gain (Loss) on Settlement of Investments, Net (Details)

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SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES - Schedule of Gain (Loss) on Settlement of Investments, Net (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2019
Dec. 31, 2018
Dec. 31, 2017
Accounting Policies [Abstract]      
Gain (loss) on sale of real estate securities, net $ 205,989 $ (29,936) $ 20,642
Gain (loss) on sale of acquired residential mortgage loans, net 153,174 (7,677) 39,731
Gain (loss) on settlement of derivatives (129,923) 54,867 (39,214)
Gain (loss) on liquidated residential mortgage loans (4,872) (3,734) (10,201)
Gain (loss) on sale of REO (11,521) (12,424) (9,215)
Gains on settlement of investments in excess MSRs and servicer advance investments 0 113,002 11,320
Other gains (losses) 12,840 (19,013) (2,753)
Gain (loss) on settlement of investments, net $ 225,687 $ 95,085 $ 10,310